+852.8%
PM vs BIL
+26.2%
+826.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -3.4% | -0.3% | -3.1% | -4.6% |
| 30D | +5.8% | 0.0% | +5.9% | +5.7% |
| 3M | +6.7% | +0.3% | +6.3% | +8.5% |
| 6M | +19.9% | +1.2% | +18.7% | +28.0% |
| YTD | +27.8% | +2.4% | +25.4% | +45.8% |
| 1Y | +39.4% | +3.0% | +36.4% | +64.2% |
| 3Y | +146.9% | +13.1% | +133.8% | +403.9% |
| 5Y | +166.6% | +19.4% | +147.2% | +659.5% |
| 10Y | +242.1% | +25.2% | +216.9% | +1,211.1% |
| All | +852.8% | +26.2% | +826.6% | +3,699.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling